First passage time for Brownian motion and piecewise linear boundaries (Q518868): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S11009-015-9475-2 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11009-015-9475-2 / rank | |||
Normal rank | |||
Latest revision as of 20:14, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage time for Brownian motion and piecewise linear boundaries |
scientific article |
Statements
First passage time for Brownian motion and piecewise linear boundaries (English)
0 references
30 March 2017
0 references
Brownian motion
0 references
boundary crossing density
0 references
first hitting time
0 references
first passage time
0 references
curved boundary
0 references
Monte Carlo integration
0 references
0 references
0 references
0 references
